Migdal Mutual (Israel) Alpha and Beta Analysis
MTF-F49 Etf | 2,534 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Migdal Mutual Funds. It also helps investors analyze the systematic and unsystematic risks associated with investing in Migdal Mutual over a specified time horizon. Remember, high Migdal Mutual's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Migdal Mutual's market risk premium analysis include:
Beta 0.21 | Alpha 0.005775 | Risk 0.8 | Sharpe Ratio 0.0091 | Expected Return 0.0072 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Migdal |
Migdal Mutual Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Migdal Mutual market risk premium is the additional return an investor will receive from holding Migdal Mutual long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Migdal Mutual. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Migdal Mutual's performance over market.α | 0.01 | β | 0.21 |
Migdal Mutual Return and Market Media
The median price of Migdal Mutual for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 2493.0 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 54.75, arithmetic mean of 2485.86, and mean deviation of 44.47. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Migdal Mutual in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Migdal Mutual's short interest history, or implied volatility extrapolated from Migdal Mutual options trading.
Build Portfolio with Migdal Mutual
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Migdal Mutual Funds information on this page should be used as a complementary analysis to other Migdal Mutual's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Migdal Etf analysis
When running Migdal Mutual's price analysis, check to measure Migdal Mutual's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Migdal Mutual is operating at the current time. Most of Migdal Mutual's value examination focuses on studying past and present price action to predict the probability of Migdal Mutual's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Migdal Mutual's price. Additionally, you may evaluate how the addition of Migdal Mutual to your portfolios can decrease your overall portfolio volatility.
Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
Commodity Directory Find actively traded commodities issued by global exchanges | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |
Migdal Mutual technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.